Numerical Analysis

Notes on Numerical Analysis (in Chinese)

Referring to the lecture notes of Prof. Zhongyi Huang.

Attention: This is the outcome of the preparation of my final exam, which is more or less a summary or an outline, not systematic notes for this course.

• Part 1: Numerical Linear Algebra
• Part 2: Interpolation, Approximation and Fitting, Quadrature and Numerical Solution of ODE

Codes and Lab Reports (in Chinese)

These are Jupyter notebooks for demonstration of some classic algorithms on various topics in numerical analysis.

• Linear System: Gaussian Elimination, Cholesky Decomposition, Tikhonov Regularization, CG and GMRES code report
• Nonlinear System: Newton method, Steffensen’s acceleration code report
• Eigensolver: Jacobi method and QR method code report
• Interpolation: Lagrange interpolation, piecewise linear interpolation and cubic spline interpolation code report
• Approximation: Least-square approximation and truncated Chebyshev series code report
• Quadrature: Complex Gauss-Legendre method, Romberg’s method code report
• Numerical solution of ODE: explicit and implicit RK4 code report